Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options

Rui M. P. Almeida, Teófilo D. Chihaluca, José C. M. Duque. Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options. J. Computational Applied Mathematics, 402:113790, 2022. [doi]

Abstract

Abstract is missing.